I was just thinking about this... if you go with white walls, you can shine colored lights at them to change the backdrop color.
That's how the original Enterprise did it!
In practice, this would be pretty hard to achieve. Since light changes intensity as a function of distance, if the light is not squarely in front of the surface to be lit, it won't color evenly. Also, you're bouncing blue light off of a white surface, so the wall would glow blue, casting a blue tint on everything.
I had thought about using orange and red strip LEDs mounted at the bottom of the backdrop to do a sunset effect. If the backdrop was a blue sky fading into white haze or clouds at the bottom, those clouds would be lit more than the blue sky, and the natural color drop-off as the light went up the backdrop would actually work
for the effect.